DLBMX vs. VOO
Compare and contrast key facts about MassMutual Small Cap Opportunities Fund (DLBMX) and Vanguard S&P 500 ETF (VOO).
DLBMX is managed by MassMutual. It was launched on Jul 17, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DLBMX vs. VOO - Performance Comparison
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DLBMX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLBMX MassMutual Small Cap Opportunities Fund | -4.32% | 8.07% | 12.30% | 17.43% | -16.19% | 64.90% | 19.75% | 25.54% | -11.14% | 13.90% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DLBMX having a -4.32% return and VOO slightly lower at -4.42%. Over the past 10 years, DLBMX has underperformed VOO with an annualized return of 12.93%, while VOO has yielded a comparatively higher 14.05% annualized return.
DLBMX
- 1D
- -1.26%
- 1M
- -10.93%
- YTD
- -4.32%
- 6M
- -2.11%
- 1Y
- 10.06%
- 3Y*
- 9.62%
- 5Y*
- 10.78%
- 10Y*
- 12.93%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DLBMX vs. VOO - Expense Ratio Comparison
DLBMX has a 1.20% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DLBMX vs. VOO — Risk / Return Rank
DLBMX
VOO
DLBMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Small Cap Opportunities Fund (DLBMX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DLBMX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.98 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.50 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.53 | -1.04 |
Martin ratioReturn relative to average drawdown | 1.95 | 7.29 | -5.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLBMX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.98 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.70 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.78 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.83 | -0.43 |
Correlation
The correlation between DLBMX and VOO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DLBMX vs. VOO - Dividend Comparison
DLBMX's dividend yield for the trailing twelve months is around 10.57%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLBMX MassMutual Small Cap Opportunities Fund | 10.57% | 10.11% | 9.33% | 4.73% | 0.88% | 35.42% | 7.82% | 0.46% | 11.94% | 13.55% | 3.14% | 11.15% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DLBMX vs. VOO - Drawdown Comparison
The maximum DLBMX drawdown since its inception was -65.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DLBMX and VOO.
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Drawdown Indicators
| DLBMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.12% | -33.99% | -31.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -11.98% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.39% | -24.52% | -4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -42.55% | -33.99% | -8.56% |
Current DrawdownCurrent decline from peak | -12.42% | -6.29% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -3.72% | -6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.52% | +1.20% |
Volatility
DLBMX vs. VOO - Volatility Comparison
MassMutual Small Cap Opportunities Fund (DLBMX) has a higher volatility of 6.37% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DLBMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLBMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 5.29% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 9.44% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.21% | 18.10% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.64% | 16.82% | +14.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.12% | 17.99% | +10.13% |